I will do it within 24 hours.
See the example code to verify my skills:
alphatest<-matrix(0,ncol=3,nrow=ncol(data2)-1)
colnames(alphatest)<-c("alpha Estimate","t value","Pr(>|t|)")
rownames(alphatest)<-colnames(data2)[-1]
ybind<-c()
alphabind<-rep(1,nrow(data2)*(ncol(data2)-1))
betabind<-c()
for (i in 2:11){
stockindex<-i
x1<-data1$X3mTCM
x2<-data1$sp500-data1$X3mTCM
y<-data2[,stockindex]-x1
alpha<-rep(1,nrow(data2))
beta<-x2
fit<-lm(y~alpha+beta+0)
ybind<-c(ybind,y)
betabind<-c(betabind,beta)
#str(fit)
#fit$coef
#confint(fit)
#alpha,beta estimate and interval
print("-------------------------")
print(summary(fit))
summary(fit)$coefficient
print(paste("estimate on stock",colnames(data2)[stockindex]))
print(cbind(fit$coef,confint(fit)))
print("-------------------------")
alphatest[i-1,1]<-summary(fit)$coefficient[1]
alphatest[i-1,2]<-summary(fit)$coefficient[5]
alphatest[i-1,3]<-summary(fit)$coefficient[7]
}
ybind
betabind
fit<-lm(ybind~1+betabind)
Anees